+469.1%
AXP vs MOD
+1,642.7%
-1,173.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.3% | -5.4% | -2.1% |
| 7D | -2.1% | +9.6% | -11.7% | -4.1% |
| 30D | -6.5% | 0.0% | -6.6% | -6.8% |
| 3M | +4.6% | -35.4% | +40.0% | +13.4% |
| 6M | +5.4% | -7.3% | +12.7% | +3.5% |
| YTD | -11.1% | +45.8% | -56.9% | -22.5% |
| 1Y | -0.3% | +43.1% | -43.4% | -14.1% |
| 3Y | +111.6% | +297.7% | -186.1% | +30.1% |
| 5Y | +117.6% | +1,478.8% | -1,361.2% | -11.3% |
| All | +469.1% | +1,642.7% | -1,173.6% | +80.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MOD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling